The UV will take care of anything living in the water. But you would need some major filtration equipment to make the water clean and safe to use in the tank. Public aquariums that use NSW have huge filtration systems to process the water they use, and they gather it from a few hundred feet out in the water or even farther.
Another big problem when using NSW is the inconsistency of whats in it. You may collect it one time and it works perfectly fine, then the next time you collect it, it destroys your tank. If it rains heavily prior to you collecting it, run off from the shores and sewage drains may contaminate the water.
There are just so many dangerous variables that it's just not worth using to save $60 on a bucket of reef salt every couple months. Controlling your water is one of the most important foundations for having a successful tank. If you surrender that control, you surrender your tank to the possibility of a disaster that, depending on what livestock you have, could cost thousands.
Personally, I would never use NSW, just too much to lose.